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Implements a probabilistic approach to time series forecasting combining XGBoost regression with conformal inference methods. The package provides functionality for generating predictive distributions, evaluating uncertainty, and optimizing hyperparameters using Bayesian, coarse-to-fine, or random search strategies.
| Version: | 1.0 |
| Depends: | R (≥ 2.10) |
| Imports: | normalp (≥ 0.7.2), glogis (≥ 1.0-2), gld (≥ 2.6.6), edfun (≥ 0.2.0), purrr (≥ 1.0.1), ald (≥ 1.3.1), evd (≥ 2.3-6.1), GeneralizedHyperbolic (≥ 0.8-6), cubature (≥ 2.1.0), furrr (≥ 0.3.1), future (≥ 1.33.0), xgboost (≥ 1.7.5.1), rBayesianOptimization (≥ 1.2.0), lubridate (≥ 1.9.2), ggplot2 (≥ 3.5.1), scales (≥ 1.3.0) |
| Suggests: | testthat (≥ 3.0.0) |
| Published: | 2025-03-24 |
| DOI: | 10.32614/CRAN.package.xpect |
| Author: | Giancarlo Vercellino [aut, cre, cph] |
| Maintainer: | Giancarlo Vercellino <giancarlo.vercellino at gmail.com> |
| License: | GPL-3 |
| URL: | https://rpubs.com/giancarlo_vercellino/xpect |
| NeedsCompilation: | no |
| Materials: | NEWS |
| CRAN checks: | xpect results |
| Reference manual: | xpect.pdf |
| Package source: | xpect_1.0.tar.gz |
| Windows binaries: | r-devel: xpect_1.0.zip, r-release: xpect_1.0.zip, r-oldrel: xpect_1.0.zip |
| macOS binaries: | r-devel (arm64): xpect_1.0.tgz, r-release (arm64): xpect_1.0.tgz, r-oldrel (arm64): xpect_1.0.tgz, r-devel (x86_64): xpect_1.0.tgz, r-release (x86_64): xpect_1.0.tgz, r-oldrel (x86_64): xpect_1.0.tgz |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.